+2,771.1%
NOW vs IRM
+823.1%
+1,948.0%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.6% | -4.6% | -3.5% |
| 7D | -2.4% | -0.5% | -1.9% | -2.2% |
| 30D | +20.5% | -8.1% | +28.6% | +23.4% |
| 3M | +18.3% | -9.7% | +28.0% | +21.4% |
| 6M | +24.1% | +10.0% | +14.1% | +18.4% |
| YTD | -7.8% | +43.0% | -50.8% | -19.9% |
| 1Y | -21.4% | +32.7% | -54.1% | -30.4% |
| 3Y | +19.5% | +102.7% | -83.2% | -10.7% |
| 5Y | +4.1% | +187.6% | -183.5% | -30.7% |
| 10Y | +826.4% | +420.1% | +406.3% | +393.6% |
| All | +2,771.1% | +823.1% | +1,948.0% | +1,185.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IRM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling